Hierarchical models and tuning of random walk Metropolis algorithms

DOI10.1155/2019/8740426zbMath1431.60079OpenAlexW2970316612MaRDI QIDQ2272872

Mylène Bédard

Publication date: 17 September 2019

Published in: Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2019/8740426

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (3)

Optimal scaling of random-walk Metropolis algorithms on general target distributions ⋮ Randomized Hamiltonian Monte Carlo as scaling limit of the bouncy particle sampler and dimension-free convergence rates ⋮ An automatic robust Bayesian approach to principal component regression

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